PANW option chain Palo Alto Networks, Inc.

Expiration Cboe delayed options data · as of 21:53 UTC

Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.

This expiration prices a move of about ±13.9% (285.00–377.00) · ATM IV 47.0% · P/C open interest —

CALLS								Strike	PUTS
Bid	Ask	Vol	OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated.	IV	ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money).	Γ	Θ		Bid	Ask	Vol	OI	IV	Δ	Γ	Θ
75.60	82.45			39.2%	0.94	0.0019	-0.019	255	0.0100	4.60	1		53.8%	-0.06	0.0019	-0.066
71.00	78.20			42.3%	0.93	0.0022	-0.032	260	0.0700	2.91			45.6%	-0.07	0.0022	-0.076
66.50	73.35			41.8%	0.92	0.0026	-0.045	265	0	3.75			45.3%	-0.08	0.0026	-0.087
62.10	68.65			41.7%	0.90	0.0030	-0.060	270	0.0100	4.30			44.0%	-0.10	0.0030	-0.099
57.80	64.25			42.1%	0.88	0.0034	-0.076	275	1.01	5.55	2		46.3%	-0.12	0.0034	-0.112
53.60	60.30			43.1%	0.86	0.0038	-0.092	280	1.07	6.40	2		44.9%	-0.14	0.0038	-0.125
49.50	56.40			43.6%	0.84	0.0042	-0.107	285	1.87	7.00			44.3%	-0.16	0.0042	-0.138
45.60	52.55			44.0%	0.82	0.0046	-0.123	290	2.74	8.75	4		45.2%	-0.19	0.0046	-0.151
41.80	48.80			44.1%	0.79	0.0050	-0.138	295	6.45	10.10	2		49.0%	-0.21	0.0051	-0.163
38.00	45.20			43.9%	0.76	0.0054	-0.152	300	8.00	11.30	8		48.8%	-0.24	0.0055	-0.174
34.75	41.80			44.3%	0.73	0.0058	-0.166	305	6.90	13.40			46.0%	-0.27	0.0058	-0.185
31.35	37.65			43.2%	0.70	0.0061	-0.177	310	8.70	14.55			45.4%	-0.30	0.0062	-0.194
28.20	35.30			44.1%	0.67	0.0064	-0.188	315	10.80	18.20			47.5%	-0.34	0.0065	-0.202
27.50	32.35	2		46.5%	0.63	0.0066	-0.197	320	15.20	18.05	1		47.6%	-0.37	0.0067	-0.208
22.85	29.75	2		44.6%	0.60	0.0068	-0.204	325	15.35	22.45			47.5%	-0.41	0.0069	-0.212
23.00	24.60	8		44.7%	0.56	0.0069	-0.209	330	19.50	24.90	2		49.3%	-0.44	0.0070	-0.214
19.80	24.90	1		46.6%	0.53	0.0070	-0.212	335	20.80	27.45			47.8%	-0.48	0.0071	-0.215
18.40	21.85	2		46.5%	0.49	0.0070	-0.214	340	25.25	30.20	2		49.5%	-0.51	0.0072	-0.214
13.55	20.85	1		44.7%	0.46	0.0070	-0.214	345	26.35	33.15	2		47.5%	-0.55	0.0071	-0.212
11.70	19.05	2		44.7%	0.43	0.0069	-0.212	350	31.15	36.55			49.5%	-0.58	0.0070	-0.207
10.00	15.00			42.2%	0.39	0.0068	-0.209	355	32.30	39.85	2		47.3%	-0.61	0.0069	-0.202
8.45	13.05	5		41.7%	0.36	0.0066	-0.205	360	36.00	43.35			47.7%	-0.64	0.0068	-0.195
7.05	14.35	2		44.7%	0.33	0.0064	-0.199	365	40.00	46.70			48.0%	-0.68	0.0066	-0.186
5.80	13.20	24		44.8%	0.31	0.0062	-0.193	370	43.80	50.70			48.5%	-0.70	0.0063	-0.177
4.65	12.10	1		44.9%	0.28	0.0059	-0.186	375	47.65	54.45			48.4%	-0.73	0.0061	-0.168
3.60	11.30	2		45.1%	0.26	0.0056	-0.178	380	51.95	58.45			49.0%	-0.76	0.0058	-0.157
2.83	8.65	1		43.0%	0.23	0.0053	-0.170	385	56.00	62.55			49.1%	-0.78	0.0055	-0.146
2.00	9.65	1		45.5%	0.21	0.0050	-0.161	390	60.20	66.75			49.4%	-0.80	0.0052	-0.135
3.90	9.00	2		49.5%	0.19	0.0047	-0.153	395	65.80	71.05			51.6%	-0.82	0.0050	-0.124

Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.

Volatility smile — Oct 23, 2026

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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PANW option chain Palo Alto Networks, Inc.

Volatility smile — Oct 23, 2026

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